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2 Answers
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Fixed that for you. It is not advisable to install old-school Unix tar.gz whatever packages on RedHat and its derivatives (for that matter, on most package-based distributions), since the probability of messing up files beyond redemption is very high.

With this in mind, I recommend doing several things that may ease your burden.

Now you have a real treat: an almost automatic RPM building environment.
Download the RPM for Mandriva from rpmfind site (mentioned in the tutorial you linked to), and extract (with cpio - that's where you snagged - please read the man cpio page, or file-roller) the scripts to be run after installation, compare them with instructions posted in your tutorial and have them handy for later.

Now, download and rebuild the whole mumble-server source .tar.gz archive, checking it for integrity if checksums/digests are provided:

This will build the package and call Emacs for you to customize the RPM .spec file and include the snippets you gleaned from Mandriva's RPM and tutorials. After you've done that, save changes and exit Emacs, press y to rebuild the package with new settings. After rebuilding it will be placed into the ARCH subdirectory, from where you can issue yum install mumble-server*.rpm to put things right. THE HUGE ADVANTAGE of RPMs is the ability to uninstall if things go awry.

Last thing, but probably the most important: DO NOT TRUST BLINDLY COUNSELS OF STRANGERS (including me, especially me!). Read man and info pages yourself, take whatever is written on the web with a grain of salt and try to understand exactly what and why you are doing.

this will extract all the files into the current directory. Note that they will be in their respective sub-directories i.e. if you extracted to /var/tmp the binaries will be in /var/tmp/usr/bin. However there are no guarantees the program will run on an unsupported distro.